PCA Index Dashboard Examples

PCA Index Dashboard Examples#

This script was last run at 2024-03-15 20:30:09.177495+00:00 (UTC)
In US/Central Time, this is 2024-03-15 15:30:09.177495-05:00
High Yield Index OAS 10Y-2Y Spread VIX CP - Treasury Spread, 3m NASDAQ Ret (transformed) 10-Year Treasury (transformed)
DATE
1997-01-02 -0.897586 -0.476041 0.085536 -0.007449 0.545798 0.254852
1997-01-03 -0.885878 -0.476041 -0.156238 0.008071 0.745355 0.205701
1997-01-06 -0.881975 -0.476041 -0.064821 -0.015209 0.778229 0.269635
1997-01-07 -0.881975 -0.455211 -0.129775 -0.046249 0.837848 0.383234
1997-01-08 -0.893683 -0.455211 -0.022721 -0.085050 0.785889 0.496440
... ... ... ... ... ... ...
2024-03-08 -0.819530 -1.475868 -0.684292 1.870482 1.022918 -0.227941
2024-03-11 -0.819530 -1.496697 -0.626555 1.870482 0.924618 -0.175618
2024-03-12 -0.842947 -1.507112 -0.792549 1.816162 1.034643 0.037239
2024-03-13 -0.862461 -1.507112 -0.803374 1.761842 1.065114 0.154171
2024-03-14 -0.862461 -1.475868 -0.725189 1.761842 0.888060 0.499816

7187 rows × 6 columns

../../_images/7859b849f9ac7cb2a3b98fd6be9b7b25a622b4ae97ec518c7d374b9334df2668.png
pc1
DATE
1997-01-02   -0.579075
1997-01-03   -0.685278
1997-01-06   -0.668162
1997-01-07   -0.704552
1997-01-08   -0.674199
                ...   
2024-03-08   -1.510856
2024-03-11   -1.486418
2024-03-12   -1.590219
2024-03-13   -1.612235
2024-03-14   -1.595010
Name: PC1, Length: 7187, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
../../_images/77b06f84575123f361f682f6f0d71e8aaa2efde13995c07b7b2e62105ecff353.png
fig = px.line(pc1)
fig.show()
../../_images/7d7854ee2132310e1cbe688dcfa98f658daf48aedd8d8a82f0b7df7a24cbc59a.png